Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 1 95 0 0 1 658
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 0 0 0 215
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 0 0 341
Persistence-robust Granger causality testing 0 1 1 213 0 2 5 494
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 0 0 0 796
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 0 0 0 276
Total Working Papers 0 1 2 804 0 2 6 2,780


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 0 16 0 0 3 55
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 0 0 0 33
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 1 36 0 0 2 147
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 1 29 0 0 1 70
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 0 30 0 0 2 124
Estimating cointegrated systems using subspace algorithms 0 0 2 68 0 2 5 204
Persistence-robust surplus-lag Granger causality testing 0 0 0 37 0 0 3 144
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 0 0 0 26
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 0 26 0 0 0 104
Total Journal Articles 0 0 4 246 0 2 16 907


Statistics updated 2024-02-04